Calculation Period - Equity Derivatives Provision: Difference between revisions
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Amwelladmin (talk | contribs) Created page with "{{eqderivanat|Valuation Date}} Ok so this is a bit of a trick question. There is ''no'' “Calculation Period” in the {{eqderivdefs}} — that is instead defined in the 20..." |
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{{eqderivanat| | {{eqderivanat|6.2}} | ||
Ok so this is a bit of a trick question. There is ''no'' “Calculation Period” in the {{eqderivdefs}} — that is instead defined in the [[2006 ISDA Definitions]]. In the {{eqderivdefs}}, the periods for Equity calculations are handled by the Valuation Date concept. That in turn determines the {{eqderivprov|Cash Settlement Payment Date}} (for cash-settled {{eqderivprov|Equity Swap Transaction}}s) and Settlement Date (for [[Physical settlement|physically settled]] ones). | Ok so this is a bit of a trick question. There is ''no'' “Calculation Period” in the {{eqderivdefs}} — that is instead defined in the [[2006 ISDA Definitions]]. In the {{eqderivdefs}}, the periods for Equity calculations are handled by the Valuation Date concept. That in turn determines the {{eqderivprov|Cash Settlement Payment Date}} (for cash-settled {{eqderivprov|Equity Swap Transaction}}s) and Settlement Date (for [[Physical settlement|physically settled]] ones). | ||
You may see one on the Floating leg of an Equity Swap though - that will be a reference to the [[2006 ISDA Definitions]]. | You may see one on the Floating leg of an Equity Swap though - that will be a reference to the [[2006 ISDA Definitions]]. | ||
Revision as of 10:31, 24 September 2019
Template:Eqderivanat Ok so this is a bit of a trick question. There is no “Calculation Period” in the 2002 ISDA Equity Derivatives Definitions — that is instead defined in the 2006 ISDA Definitions. In the 2002 ISDA Equity Derivatives Definitions, the periods for Equity calculations are handled by the Valuation Date concept. That in turn determines the Cash Settlement Payment Date (for cash-settled Equity Swap Transactions) and Settlement Date (for physically settled ones).
You may see one on the Floating leg of an Equity Swap though - that will be a reference to the 2006 ISDA Definitions.